Better way to join bezier curve to bezier (half) circle?
After step 8, click LMB once or twice to select the useless point, then X > Vertex to delete it.

Actually, it's recommended to enable Snapping so that the two vertex can be overlapped, that brings the new segment with zero length.

You can also use a nice addon called Curve Tools (by Mackraken). I recommend to use the modified version Curve Tools 2 (by Mackraken and guy lateur), which can handle this perfectly while keeping curvatures.

Added a short demo video (01:35).



Here is the lastest version, in case you cannot access Blendernation.com. (File > Download)